-21.1%
AMRZ vs RRX
+18.4%
-39.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.9% |
| 7D | -7.5% | -0.3% | -7.2% | -7.5% |
| 30D | -12.4% | -6.1% | -6.3% | -10.8% |
| 3M | -22.4% | -23.1% | +0.7% | -17.4% |
| 6M | -29.5% | -19.5% | -10.0% | -27.2% |
| YTD | -24.1% | +16.1% | -40.2% | -31.5% |
| 1Y | -26.3% | +12.9% | -39.2% | -32.9% |
| All | -21.1% | +18.4% | -39.5% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling